The density function at quantile x for the beta distribution for the given arguments.
Returns the cumulative distribution function at quantile x for the beta distribution with shape arguments alpha and beta.
Returns the pth quantile from the beta distribution with shape arguments alpha and beta.
The chi-square density at q of the chi-square with df degrees of freedom and optional non-centrality parameter center.
Returns the pth quantile from the chi-square distribution with df degrees of freedom, centered at center.
Returns the p-value from Dunnett’s multiple comparisons test.
A vector of parameters. If lambdaVec is missing (.), the parameters are set to 1/Sqrt(2).
A vector of parameters. If lambdaVec is missing (.), the parameters are set to 1/Sqrt(2).
Returns the F density at x for the F distribution with numerator and denominator degrees of freedom dfnum and dfden, with optional noncentrality parameter center.
Returns cumulative distribution function at quantile x for F distribution with numerator and denominator degrees of freedom dfnum and dfden and noncentrality parameter center.
Returns the pth quantile from the F distribution with numerator and denominator degrees of freedom dfnum and dfden and noncentrality parameter center.
Returns the density at x of a Frechet distribution with location mu and scale sigma.
Returns the quantile associated with a cumulative probability p for a Fréchet distribution with location mu and scale sigma.
The density function at quantile q for the gamma density distribution for the given arguments.
Returns cumulative distribution function at quantile x for the gamma distribution with shape, scale, and threshold given.
Returns the pth quantile from the gamma distribution with the shape, scale, and threshold parameters given.
Returns the density at q of a generalized logarithmic distribution with location mu, scale sigma, and shape lambda.
Returns the density at q of a Johnson Sb distribution.
A value that is in the interval theta to theta + sigma.
A value that is in the interval theta to theta + sigma.
Returns the density at q of a Johnson Sl distribution.
Parameter that defines if the distribution is skewed positively or negatively. Sigma must be equal to either +1 (skewed positively) or -1 (skewed negatively).
Parameter that defines if the distribution is skewed positively or negatively. Sigma must be equal to either +1 (skewed positively) or -1 (skewed negatively).
Parameter that defines if the distribution is skewed positively or negatively. Sigma must be equal to either +1 (skewed positively) or -1 (skewed negatively).
Returns the density at q of a Johnson Su distribution.
Returns the density at x of the largest extreme value distribution with location mu and scale sigma.
Returns the quantile associated with a cumulative probability p of the largest extreme value distribution with location mu and scale sigma.
Returns the density at x of a logistic distribution with location mu and scale sigma.
Returns the quantile associated with a cumulative probability p of the logistic distribution with location mu and scale sigma.
Returns the density at x of a loglogistic distribution with location mu and scale sigma.
Returns the quantile associated with a cumulative probability p of the loglogistic distribution with location mu and scale sigma.
Returns the density at x of a lognormal distribution with location mu and scale sigma.
Returns the probability at x of a lognormal distribution with location mu and scale sigma.
Returns the quantile at p of a lognormal distribution with location mu and scale sigma.
Computes the probability that an observation (X, Y) is less than or equal to (x, y) with correlation coefficient r where X is individually normally distributed with mean mu1 and standard deviation s1 and Y is individually normally distributed with mean mu2 and standard deviation s2. If mu1, s1, mu2, and s2 are not given, the function assumes the standard normal bivariate distribution with mu1=0, s1=1, mu2=0, and s2=1.
Returns the value of the density function at quantile x for the normal distribution with mean and stddev. The default mean is 0; the default stddev is 1.
Returns the cumulative distribution function at quantile x for the normal distribution with mean and stddev. The default mean is 0. the default stddev is 1.
Returns the density at q of a normal mixture distribution with group means mean, group standard deviations stdev, and group probabilities probability. The mean, stdev, and probability arguments are all vectors of the same size.
Returns the probability that a normal mixture distributed variable with group means mean, group standard deviations stdev, and group probabilities probability is less than q. The mean, stdev, and probability arguments are all vectors of the same size.
Returns the quantile, the values for which the probability is p that a random value would be lower. The mean, stdev, and probability arguments are all vectors of the same size.
Returns the pth quantile from the normal distribution with mean and stddev. The default mean is 0. the default stddev is 1.
Returns the density at x of the smallest extreme distribution with location mu and scale sigma.
Returns the quantile at p of the smallest extreme distribution with location mu and scale sigma.
Returns the value of the density function at quantile x for the Student’s t distribution with degrees of freedom df.
Returns the probability that a Student’s t distributed random variable is less than q. NonCentrality defaults to 0.
Returns the pth quantile from the Student’s t distribution with degrees of freedom df. NonCentrality defaults to 0.
Returns the p-value from Tukey’s HSD multiple comparisons test.
Returns the value of the density function at quantile x for the Weibull distribution with the parameters given.
Returns the cumulative distribution function at quantile x for the Weibull distribution with the parameters given.
Returns the pth quantile from the Weibull distribution with the parameters given.